+59.9%
TXN vs ROL
-6.0%
+65.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +2.7% | -3.3% | +5.9% | +3.5% |
| 30D | -6.7% | -7.2% | +0.5% | -5.0% |
| 3M | -8.9% | -27.0% | +18.1% | -1.6% |
| 6M | +34.7% | -39.5% | +74.2% | +53.5% |
| YTD | +53.3% | -41.8% | +95.1% | +76.0% |
| 1Y | +45.0% | -38.9% | +83.9% | +63.9% |
| 3Y | +73.1% | -0.4% | +73.5% | +68.9% |
| 5Y | +59.9% | -4.2% | +64.1% | +53.2% |
| All | +59.9% | -6.0% | +65.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling